Daily variation and predicting stock market returns for the frankfurter börse (stock market)
In this article we test the random walk hypothesis in the German daily stock prices by means of a unit root test and the development of an ARIMA model for prediction. The results show that the time series of daily stock returns for a stratified random sample of German firms listed on the stock excha...
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| 主要な著者: | , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Vilnius Gediminas Technical University
2008-09-01
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| シリーズ: | Journal of Business Economics and Management |
| 主題: | |
| オンライン･アクセス: | https://journals.vgtu.lt/index.php/JBEM/article/view/6871 |
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